+3,988.2%
STRL vs TSN
+13.2%
+3,975.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.3% | +14.7% | +14.9% |
| 7D | -13.3% | +4.9% | -18.2% | -14.7% |
| 30D | -43.3% | +12.1% | -55.4% | -45.3% |
| 3M | -46.9% | +4.1% | -51.0% | -47.7% |
| 6M | -65.6% | -10.9% | -54.7% | -64.9% |
| YTD | -5.1% | +4.8% | -9.9% | -8.4% |
| 1Y | -23.1% | +17.6% | -40.7% | -28.6% |
| 3Y | +346.8% | +43.2% | +303.6% | +270.4% |
| 5Y | +907.2% | -13.9% | +921.1% | +902.6% |
| 10Y | +3,988.2% | +11.8% | +3,976.3% | +3,502.9% |
| All | +3,988.2% | +13.2% | +3,975.0% | +3,502.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TSN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling